there is something I need to tell you,sir.The thing is ,I forget to bring my homework.

The thing is 不是插入语,The thing 是第二句的主语,is 是系动词,I forget to bring my homework 是表语从句,它和系动词一起构成谓语.
换成 It is 还可以.
不可以换成This is,因为this用来启下；可以用that is,因为that用于承上.
换成 which is 可以,但是两句合并成一句,后面那句成了定语从句：
There is something I need to tell you,sir,which is (that) I forget to bring my homework.不过更像书面语.